Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning.
Lin LiPublished in: ISKE (2021)
Keyphrases
- preprocessing
- reinforcement learning
- preprocessing step
- financial markets
- trading systems
- learning algorithm
- foreign exchange
- decision making
- feature extraction
- function approximation
- post processing
- trading strategies
- electronic commerce
- state space
- financial information
- machine learning
- temporal difference
- preprocessing stage
- stock market
- resource allocation
- multi agent
- optimal control
- model free
- dynamic programming
- feature vectors
- preprocessing phase
- feature selection
- policy search
- financial institutions
- data mining
- dow jones